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The best tool for grilling peeled shrimp or small wild birds is a camping grill pan/basket with holes in the bottom and sides.
Marinate your shrimp or birds (30 minutes to an hour for shrimp, up to a full day for wild birds.) Coat the camping pan with a cooking spray and place on grill to heat.
Drop the loose shrimp or birds into the hot pan and cover with bacon strips. The bacon bastes the meat, and helps to give it a smoky flavor. Stir and/or turn the meat periodically until done.